5Dick van Dijk, Timo Terasvirta , Philip Hans Franses. Smooth Transi- tion Autoregressive Models- A Survey of Recent Developments[J]. Econometric Reviews, 2002, 21(1).
6Timo Terasvirta. Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models[J]. Journal of the American Statisti- cal Association, 1994, 89(425).
7Timo Terasvirta. Modeling Economic Relationships with Smooth Tran- sition Regression[Z]. Handbook of Applied Economic Statistics, 1998.
8Timo Terasvirta. Univariate Nonlinear Time Series Models[J]. Hand- book of Economics, 2006, (1).
9David E. Rapach , Mark E. Wohar. The out-of Sample Forecasting Performance of Nonlinear Models of Real Exchange Rate Behavior[J]. International Journal of Forecasting, 2006, 22(2).
10Kenneth A. Froot , Kenneth Rogoff. Perspectives on PPP and Long-Run Real Exchange Rates[Z]. Handbook of International Eco- nomics, 1995.
4Box,G.P.E.and G.M.Jenkins,1978.Time Series Analysis:Forecasting and Control,revises ed.,Holden Day,San Franciso.
5Chan,K.S.and H.Tong,1986.On Estimating Thresholds in Autoregressive Models,Journal of Time Series Analysis,179-190.
6Clements,M.P.and J.Smith,2001.Evaluating Forecasts from SETAR Models of Exchange Rates.Journal of International Money and Finance,(20):133-148.
7Dumas.B,1992,Dynamic Equilibrium and the Real Exchange Rate in Spatially Separated World.Review of Financial Studies,(5):153-180.
8Granger,G.W.J.and T.Terasvirta,1993.Modelling Nonlinear Economic Relation-ships.Oxford:Oxford University Press:123-124.
9Koop,G.,M.H.Pesaran and S.M.Potter,1996.Impulse Response Analysis in Nonlinear Multivariate models.Journal of Econometrics,(74):119-147.
10Mark,P.Taylor,David A.Peel,2000.Nonlinear Adjustment,Long-run Equilibrium and Exchange Rate Fundamentals.Journal of International Money and Finance,(19):33-53.
